+2,518.4%
FTAI vs ALLY
+129.5%
+2,388.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | +6.7% | -2.8% | +9.4% | +8.2% |
| 30D | +15.7% | +1.9% | +13.8% | +14.6% |
| 3M | -14.9% | -12.1% | -2.8% | -9.6% |
| 6M | -31.4% | -9.0% | -22.4% | -28.3% |
| YTD | -2.1% | -12.9% | +10.8% | +4.2% |
| 1Y | +23.6% | -0.1% | +23.7% | +23.2% |
| 3Y | +383.8% | +64.6% | +319.2% | +269.8% |
| 5Y | +913.3% | -10.1% | +923.4% | +885.4% |
| 10Y | +2,831.2% | +176.7% | +2,654.5% | +1,424.7% |
| All | +2,518.4% | +129.5% | +2,388.9% | +1,333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling